+43.4%
KO vs EQH
+12.7%
+30.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.6% | -0.1% |
| 7D | +3.1% | -3.1% | +6.2% | +3.1% |
| 30D | +11.1% | -2.9% | +14.0% | +11.1% |
| 3M | +10.9% | +3.1% | +7.8% | +11.1% |
| 6M | +23.5% | +21.8% | +1.7% | +24.4% |
| YTD | +39.6% | +13.3% | +26.3% | +40.3% |
| 1Y | +43.4% | +20.1% | +23.3% | +41.6% |
| All | +43.4% | +12.7% | +30.7% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling